Trading Metrics calculated at close of trading on 26-Feb-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Feb-2015 |
26-Feb-2015 |
Change |
Change % |
Previous Week |
Open |
3,472.0 |
3,481.0 |
9.0 |
0.3% |
3,376.0 |
High |
3,479.0 |
3,503.0 |
24.0 |
0.7% |
3,464.0 |
Low |
3,455.0 |
3,463.0 |
8.0 |
0.2% |
3,310.0 |
Close |
3,469.0 |
3,496.0 |
27.0 |
0.8% |
3,417.0 |
Range |
24.0 |
40.0 |
16.0 |
66.7% |
154.0 |
ATR |
58.2 |
56.9 |
-1.3 |
-2.2% |
0.0 |
Volume |
15,117 |
75,386 |
60,269 |
398.7% |
8,237 |
|
Daily Pivots for day following 26-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,607.3 |
3,591.7 |
3,518.0 |
|
R3 |
3,567.3 |
3,551.7 |
3,507.0 |
|
R2 |
3,527.3 |
3,527.3 |
3,503.3 |
|
R1 |
3,511.7 |
3,511.7 |
3,499.7 |
3,519.5 |
PP |
3,487.3 |
3,487.3 |
3,487.3 |
3,491.3 |
S1 |
3,471.7 |
3,471.7 |
3,492.3 |
3,479.5 |
S2 |
3,447.3 |
3,447.3 |
3,488.7 |
|
S3 |
3,407.3 |
3,431.7 |
3,485.0 |
|
S4 |
3,367.3 |
3,391.7 |
3,474.0 |
|
|
Weekly Pivots for week ending 20-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,859.0 |
3,792.0 |
3,501.7 |
|
R3 |
3,705.0 |
3,638.0 |
3,459.4 |
|
R2 |
3,551.0 |
3,551.0 |
3,445.2 |
|
R1 |
3,484.0 |
3,484.0 |
3,431.1 |
3,517.5 |
PP |
3,397.0 |
3,397.0 |
3,397.0 |
3,413.8 |
S1 |
3,330.0 |
3,330.0 |
3,402.9 |
3,363.5 |
S2 |
3,243.0 |
3,243.0 |
3,388.8 |
|
S3 |
3,089.0 |
3,176.0 |
3,374.7 |
|
S4 |
2,935.0 |
3,022.0 |
3,332.3 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3,503.0 |
3,381.0 |
122.0 |
3.5% |
44.2 |
1.3% |
94% |
True |
False |
19,268 |
10 |
3,503.0 |
3,310.0 |
193.0 |
5.5% |
45.9 |
1.3% |
96% |
True |
False |
10,277 |
20 |
3,503.0 |
3,248.0 |
255.0 |
7.3% |
48.5 |
1.4% |
97% |
True |
False |
5,472 |
40 |
3,503.0 |
2,912.0 |
591.0 |
16.9% |
62.7 |
1.8% |
99% |
True |
False |
3,606 |
60 |
3,503.0 |
2,848.0 |
655.0 |
18.7% |
59.7 |
1.7% |
99% |
True |
False |
2,608 |
80 |
3,503.0 |
2,848.0 |
655.0 |
18.7% |
51.2 |
1.5% |
99% |
True |
False |
1,965 |
100 |
3,503.0 |
2,710.0 |
793.0 |
22.7% |
49.1 |
1.4% |
99% |
True |
False |
1,607 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,673.0 |
2.618 |
3,607.7 |
1.618 |
3,567.7 |
1.000 |
3,543.0 |
0.618 |
3,527.7 |
HIGH |
3,503.0 |
0.618 |
3,487.7 |
0.500 |
3,483.0 |
0.382 |
3,478.3 |
LOW |
3,463.0 |
0.618 |
3,438.3 |
1.000 |
3,423.0 |
1.618 |
3,398.3 |
2.618 |
3,358.3 |
4.250 |
3,293.0 |
|
|
Fisher Pivots for day following 26-Feb-2015 |
Pivot |
1 day |
3 day |
R1 |
3,491.7 |
3,487.5 |
PP |
3,487.3 |
3,479.0 |
S1 |
3,483.0 |
3,470.5 |
|